Re: Backtest with Trendline.dll

["wdbaker8" <wdbaker8@xxxx>]

Stephane,
Try this, I think this is working, just need to play with it now and 
work out the entry/exit rules etc... and figure out how to make some 
money with it :-)

Thanks to the others who helped me with this ! ! !
Let me know what you think
wdbaker

Filter=TimeNum()>080000 AND TimeNum()<=150000;
PositionSize=2500;
s=Peak(Close,.5,2);
t=Peak(Close,.5,1);
//u=Peak(Close,.5,1);
slope=(t-s)/(PeakBars(C,.5,2)-PeakBars(C,.5,1));
slope2=(C-s)/PeakBars(C,.5,2);
test1=Cross(slope2,slope) AND s>t;
Buy=Filter AND test1;
Sell=Cross(MA(C,5),C) OR TimeNum()>150000;

Short=0;
Cover=0;

--- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> wrote:
> I was thinking to your question, and there is a "Half" solution in 
> AFL
> 
> 
> /*
> x=cum(1);
> startbar = LastValue( x-start );
> endbar = LastValue(x- end );
> Slope = (endval-startval)/(endbar-startbar);
> line = Slope * (x-startbar) + startval; 
> endbar-startbar=x-end -(x-start)=start-end
> */
> slope= 
> (Trough(L,7,2) - Trough(L,7,1)) /
> (TroughBars(L,7,1) - TroughBars(L,7,2));
> dip=
> Trough(L,7,1) + slope * TroughBars(L,7,1);
> Plot(dip,"",4,1);
> 
> /********Pic***********/
> slope= 
> (Peak(H,7,2) - Peak(H,7,1)) /
> (PeakBars(H,7,1) - PeakBars(H,7,2));
> pic=
> Peak(H,7,1) + slope * PeakBars(H,7,1);
> Plot(pic,"",5,1);
> Plot(Close,"",1,64);
> 
> Buy=Cross(C,pic);
> Plot(Buy*C,"",colorBlue,2);
> 
> 
> 
> > Thanks for the response although I must say that I find it a 
> little 
> > disheartening as I respect you as one of the Guru's of this Forum 
> and 
> > if you have not figured it out then I expect the odds of my doing 
> so 
> > have become very slim indeed, none the less I will not give up as 
> I 
> > am sure you have not either. It may be that we can't use the 
> > trendline.dll but their may be other ways of accomplishing the 
> same 
> > end.
> > 
> > Many thanks to all the Guru's in this forum past, present, and 
> future
> > wdbaker8
> > --- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> 
> wrote:
> > > I have not found the solution myself
> > > 
> > > stephane
> > > 
> > > > Is it possible to backtest with trendline.dll?
> > > > It appears that it only calculates the last trendline in the 
> data 
> > > set.
> > > > 
> > > > What I would like to be able to do is calculate the trendline 
> > > between 
> > > > to points at at time and the buy or sell when a future close 
> > > violates 
> > > > the trendline. I want to be able to backtest this.
> > > > Any Ideas on how to do this??? The trendline.dll works 
> beautiful 
> > > on 
> > > > the hard right edge but can't figure out how to backtest with 
> it.
> > > > 
> > > > Here is an example of what I tried:
> > > > 
> > > > Filter=TimeNum()>=080000 AND TimeNum()<=150000; 
> > > > PositionSize=2500;
> > > > //*Buy___________________________________*//
> > > > 
> > > > start= PeakBars(C,1,2);
> > > > end= PeakBars(C,1,3);
> > > > LineSup =scTrendLine(C,C,end,start);
> > > > test1= Close>Linesup;
> > > > 
> > > > Buy=Filter AND test1;
> > > > Sell=TimeNum()>150000;
> > > > //*Sell___________________________________*//
> > > > 
> > > > Short=0;
> > > > Cover=0;
> > > > 
> > > > Thanks for your help
> > > > Bill Baker